What long-term effects are seen with nasal steroid use?

Not much. Most common is occasional nosebleeds or headache. Of serious effects, at very high doses, a few reports have shown children with a slight slowing of their growth rate. As far as we can tell, they end up their predicted adult height. There have been a few reports of cataracts or infections within the nose, but these are rare, and might not be related to the steroid.
Debatable. There is a strong debate if they increase intraocular pressure, thin out nasal mucosa, cause nasal septal injury if used incorrectly. Fortunately, these side effects are extremely rare and should not be a part of your thought process in using them.